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010   $a9786610274970
010   $a9781118856475
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100   $a20040416d2004      uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aFinancial instrument pricing using C++ /$fDaniel J Duffy
205   $a1st ed.
210   $aHoboken, NJ $cJohn Wiley$dc2004
215   $a1 online resource (434 p.)
225 1 $aThe Wiley Finance Series
300   $aIncludes bibliographical references (p. [397]-399) and index.
311 08$a9780470855096 
311 08$a0470855096 
327   $aTemplate programming in C++ -- Building block classes -- Ordinary and stochastic differential equations -- Programming the black-scholes environment -- Design patterns -- Design and deployment issues.
330   $aOne of the best languages for the development of financial engineering and instrument pricing applications is C++. This book has several features that allow developers to write robust, flexible and extensible software systems. The book is an ANSI/ISO standard, fully object-oriented and interfaces with many third-party applications. It has support for templates and generic programming, massive reusability using templates (?write once?) and support for legacy C applications. In this book, author Daniel J. Duffy brings C++ to the next level by applying it to the design and implementation of cla
410  0$aWiley finance series.
606   $aInvestments$xMathematical models
606   $aFinancial engineering
606   $aC++ (Computer program language)
615  0$aInvestments$xMathematical models.
615  0$aFinancial engineering.
615  0$aC++ (Computer program language)
676   $a332.6/0285/5133
700   $aDuffy$b Daniel J$0103056
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910962047803321
996   $aFinancial instrument pricing using C++$93952486
997   $aUNINA